WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,937 COMMITMENTS 113,996 187,245 143,187 178,536 100,795 435,719 431,227 33,218 37,709 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 9,830) 4,388 -24,331 6,519 3,472 27,454 14,379 9,643 -4,548 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 39.9 30.5 38.1 21.5 92.9 92.0 7.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 108 118 128 102 97 283 275 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,556 COMMITMENTS 57,727 83,154 55,427 84,090 57,619 197,244 196,200 19,312 20,356 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -9,778) -302 -11,241 -3,071 -6,963 4,966 -10,336 -9,346 557 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 38.4 25.6 38.8 26.6 91.1 90.6 8.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 70 48 59 68 72 159 161 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,505,781 COMMITMENTS 251,666 382,556 426,851 650,663 495,442 1329179 1304849 176,602 200,932 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -18,456) 15,523 -24,859 2,726 -27,149 10,429 -8,900 -11,704 -9,556 -6,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 25.4 28.3 43.2 32.9 88.3 86.7 11.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708) 120 160 178 336 331 571 575 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,209 COMMITMENTS 467 692 64 1,282 1,641 1,813 2,397 1,396 812 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -936) 38 0 -65 -945 -719 -972 -784 36 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 21.6 2.0 40.0 51.1 56.5 74.7 43.5 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 2 9 7 14 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 846,078 COMMITMENTS 117,482 89,382 239,643 426,854 437,563 783,979 766,589 62,098 79,489 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -19,086) -21,066 10,526 -2,123 3,203 -26,660 -19,986 -18,258 901 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 10.6 28.3 50.5 51.7 92.7 90.6 7.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 126 159 186 232 252 476 489 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,073 COMMITMENTS 87,497 90,184 144,481 245,166 248,182 477,144 482,847 32,928 27,225 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,190) -7,618 6,660 981 5,317 -9,610 -1,321 -1,969 131 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 17.7 28.3 48.1 48.7 93.5 94.7 6.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 94 67 112 108 93 256 234 UST BOND - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,434,755 COMMITMENTS 108,839 242,576 87,232 1036485 944,605 1232556 1274413 202,199 160,342 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 35,660) 5,312 32,500 24,728 25,895 -8,128 55,935 49,101 -20,276 -13,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 16.9 6.1 72.2 65.8 85.9 88.8 14.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 25 41 43 114 115 170 168 ULTRA UST BOND - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,586,375 COMMITMENTS 99,089 416,861 6,205 1304105 1010324 1409399 1433390 176,976 152,985 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -16,949) 3,089 -8,546 -18,894 -200 25,468 -16,006 -1,973 -943 -14,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 26.3 0.4 82.2 63.7 88.8 90.4 11.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 12 26 14 104 93 126 123 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 594,283 COMMITMENTS 158,826 37,968 175,310 203,464 347,710 537,600 560,988 56,683 33,295 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -23,246) -14,183 3,644 -11,672 4,640 -10,775 -21,215 -18,802 -2,030 -4,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 6.4 29.5 34.2 58.5 90.5 94.4 9.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 104 60 103 122 121 277 245 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,978 COMMITMENTS 5,521 588 811 4,117 10,750 10,448 12,149 2,530 830 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 132) -120 111 155 140 -111 176 154 -43 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 4.5 6.2 31.7 82.8 80.5 93.6 19.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 7 11 19 23 52 38 UST 2Y NOTE - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 4,149,739 COMMITMENTS 390,106 1866307 91,147 3394785 2059058 3876039 4016512 273,700 133,226 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 42,231) -39,801 146,348 4,973 86,575 -105,953 51,747 45,368 -9,516 -3,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 45.0 2.2 81.8 49.6 93.4 96.8 6.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452) 89 67 40 239 173 352 256 UST 10Y NOTE - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 5,406,900 COMMITMENTS 435,174 1128396 598,913 3929871 3284856 4963958 5012165 442,943 394,736 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: 20,290) -33,610 -48,981 87,347 -20,000 -8,186 33,736 30,179 -13,446 -9,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 20.9 11.1 72.7 60.8 91.8 92.7 8.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 56 79 76 243 210 352 312 ULTRA UST 10Y - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,992,001 COMMITMENTS 209,338 477,304 15,680 1569587 1231404 1794605 1724388 197,396 267,612 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -32,401) 9,190 19,164 -14,100 -18,056 -29,085 -22,966 -24,021 -9,434 -8,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 24.0 0.8 78.8 61.8 90.1 86.6 9.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 16 30 16 96 107 123 142 MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE Code-04360Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 x Index Points OPEN INTEREST: 3,276 COMMITMENTS 2,163 1,523 115 0 646 2,278 2,284 998 992 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,499) 909 213 -2,373 0 646 -1,464 -1,514 -35 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 46.5 3.5 0.0 19.7 69.5 69.7 30.5 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 13 9 2 0 1 14 11 UST 5Y NOTE - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 6,066,698 COMMITMENTS 415,761 1840815 219,200 4974312 3686395 5609273 5746410 457,424 320,287 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -231,588) -32,425 -17,809 -90,500 -107,727 -132,528 -230,652 -240,837 -936 9,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 30.3 3.6 82.0 60.8 92.5 94.7 7.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 60 48 50 222 193 305 268 FED FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 1,482,072 COMMITMENTS 138,769 291,923 208,946 1104260 939,163 1451975 1440032 30,097 42,040 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -435,605) -7,852 -58,188 -62,868 -364,731 -309,661 -435,451 -430,717 -154 -4,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 19.7 14.1 74.5 63.4 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 23 35 40 75 78 126 126 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,920 COMMITMENTS 26,260 25,945 1,924 53,478 50,637 81,662 78,506 13,257 16,414 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -6,093) 3,720 -21,645 1,039 -10,527 15,937 -5,769 -4,669 -324 -1,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 27.3 2.0 56.3 53.3 86.0 82.7 14.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 27 27 14 32 35 65 70 DJIA x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 94,920 COMMITMENTS 26,260 25,945 1,924 53,478 50,637 81,662 78,506 13,257 16,414 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -3,471) 4,059 -20,859 1,404 -10,498 16,094 -5,035 -3,362 1,564 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 27.3 2.0 56.3 53.3 86.0 82.7 14.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 27 27 14 32 35 65 70 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 43,267 COMMITMENTS 0 2,874 0 39,352 39,426 39,352 42,300 3,915 967 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,078) -340 -497 0 -2,575 -97 -2,915 -594 1,837 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 91.0 91.1 91.0 97.8 9.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 0 23 14 23 17 BBG COMMODITY - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 64,412 COMMITMENTS 12,582 18,941 174 51,343 45,255 64,099 64,370 313 42 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -2,132) -1,810 -1,903 -207 -162 -8 -2,179 -2,118 47 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 29.4 0.3 79.7 70.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 24 11 2 6 2 30 15 10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-343603 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 68,187 COMMITMENTS 17,337 16,400 50,850 0 917 68,187 68,167 0 20 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,207) -1,207 -1,187 0 0 0 -1,207 -1,187 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 24.1 74.6 0.0 1.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 10 4 0 1 13 13 5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE Code-344605 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 31,791 COMMITMENTS 27,699 17,399 4,092 0 10,238 31,791 31,729 0 62 CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST: -1,131) -1,131 -4,101 0 0 2,969 -1,131 -1,132 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.1 54.7 12.9 0.0 32.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 16 3 0 1 12 18
Updated December 8, 2023